+132.3%
GLD vs JOBY
-38.2%
+170.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -0.5% | -3.4% | +2.9% | -0.4% |
| 30D | +4.4% | -13.6% | +18.0% | +4.8% |
| 3M | -1.1% | -39.5% | +38.4% | 0.0% |
| 6M | -13.8% | -31.9% | +18.1% | -13.1% |
| YTD | +2.6% | -48.9% | +51.6% | +3.8% |
| 1Y | +24.5% | -48.5% | +73.1% | +25.9% |
| 3Y | +125.8% | -8.0% | +133.9% | +124.8% |
| 5Y | +137.8% | -33.7% | +171.5% | +137.8% |
| All | +132.3% | -38.2% | +170.5% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JOBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling